| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 3 of 1,304 | 99% | 0 of 10 | 100% | 1 | 11 | 1 | 146 | 1 | 6 |
| ShapeZeroLocalSmooth() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| ShapeDFZeroLocalSmoothSample(JulianDate, String) | | 100% | | 100% | 0 | 4 | 0 | 127 | 0 | 1 |
| DepositInstrumentsFromMaturityDays(JulianDate, String, int[]) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
| SwapInstrumentsFromMaturityTenor(JulianDate, String, String[]) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| main(String[]) | | 100% | n/a | 0 | 1 | 0 | 6 | 0 | 1 | |
| OTCIRS(JulianDate, String, String, double) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |